Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49076.65 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45015.11 Kr¶

PnL: ---------------------------------------> -40.89 Kr¶

DD now: ---------------------------------> -7.612 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:58:16.911249'

Anic Portfolio¶

Today¶

Return: -1.291 %¶

This Week¶

Return: -0.459 %¶

Total portfolio value¶

Return including deposits: 60.664 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.080000 1666.440000 197.440000 13.440000 1468.999998
Orrön Energy 180 -2.290000 2151.900000 108.900000 5.330000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.490000 901.600000 47.600000 5.570000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
JM 6 -1.060000 892.800000 28.800000 3.330000 864.000000
Platzer Fastigheter Holding B 12 -4.120000 978.000000 17.000000 1.770000 960.999996
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
AcadeMedia 8 -1.080000 402.000000 0.000000 0.000000 402.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
Byggmax Group 33 -2.920000 945.120000 -10.880000 -1.140000 956.000001
ASSA ABLOY B 3 -1.620000 767.100000 -11.900000 -1.530000 779.000001
Addnode Group B 11 0.670000 908.050000 -12.950000 -1.410000 921.000003
EQT 4 -2.390000 816.400000 -15.600000 -1.880000 832.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Alimak Group 11 -1.680000 903.100000 -24.900000 -2.680000 927.999996
INVISIO 16 1.330000 3664.000000 -25.000000 -0.680000 3689.000000
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Latour B 4 -0.290000 813.600000 -43.400000 -5.060000 857.000000
Indutrade 5 -1.430000 1173.000000 -45.000000 -3.690000 1218.000000
Vitec Software Group B 2 -2.270000 1035.000000 -52.000000 -4.780000 1087.000000
Sedana Medical 93 -7.270000 2468.220000 -52.780000 -2.090000 2521.000011
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
BHG Group 97 -2.040000 1353.150000 -105.850000 -7.250000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45015.110000 -40.890000 -7.61234% 45056.000411

Updated:¶

'2023-07-05 16:58:35.234161'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶